xtivreg2 does not allow me to use time fixed effects. I get "factor-variable operators not allowed".*

[Paola Jaimes]

Hello!

I am using Stata/SE 16.1. I have a panel date set of 407 municipalities over a thirty years period (12,210 observations in total). This is an instrumental variable approach and I am using the command xtivreg2.

I need to include time fixed effects (along with entity FE), which is usually stated as i.year. However, xtivreg2 does not allow to use factor-variable operators.

xtset mun_code year

xtivreg2 displacement i.year (concessions=gold_anomalies), fe cluster (department) first

I get the message: "factor-variable operators not allowed".

If I take out i.year I can run the regression.

My question is: How could I include time (year) fixed effects without using them as a factor-variable operator?

Thank you in advance.

[Carlo Lazzaro]

Paola:
already posted and replied at https://www.statalist.org/forums/for...-fixed-effects.
As per FAQ, please do not bump, follow the query/replies flow and be patient if your questions are not immediately replied. Thanks

[Paola Jaimes]

Problem solved. Thank you so much, Carlo.